They say he left a suicide note at his Chinese health remedies shop in Birmingham before disappearing.

He was yesterday named as the suspected killer of Jifeng Ding, his wife Helen Chui and their two daughters Xing and Alice in Wootton, Northampton. Their bodies were discovered on Sunday.

Police say Mr Du, whose shop is The Pavilions, Birmingham city centre, had business links with Mrs Chui.

Detectives urged the public to be “cautious” if they see Mr Du and added he is likely to be “desperate” and “very anxious”.

Neighbours living in the same Coventry street as quadruple murder suspect Anxiang Du have spoken of their shock.

The 52-year-old city businessman, of Witnell Road, Daimler Green, was yesterday named by police following the murders of Jifeng Ding (known as Jeff), aged 46, his wife Ge Chui (known as Helen), 47, and their two daughters Xing (known as Nancy), 18, and Alice, 12, in Wootton, Northampton.

Mr Du, who is understood to live at the house in the quiet street with his wife and son, is said to have been a business associate of the family.

Police revealed he had left a suicide note at a Chinese remedy business in Birmingham – where he was thought to be owner and manager –prior to the discovery of the family’s bodies on Sunday night. He was then reported missing to West Midlands Police.

He also has business links to food outlets in the region.

Speaking to the Telegraph yesterday, one neighbour said: “For the past few days there have been police around the house and I have seen them searching it. I can’t imagine it.

“We could have been living near a killer. It’s not good.”

Another added: “I have seen the police activity and assumed someone had had their car stolen, as I did from here last year.

“I didn’t know anything like this. I am shocked.”

West Midlands Police confirmed they had been “assisting” Northamptonshire Police with their inquiries and searches had been made at the city house.

Yesterday detectives also appealed for information about a missing car that could hold vital clues about the killings. Police said the hired silver Vauxhall Corsa was last seen outside the family’s home last Friday. Officers believe it may have been taken by Mr Du.

The missing silver five-door has the registration number BG60 PMO.

The family’s bodies were discovered by police on Sunday night after concerned neighbours raised the alarm. A post mortem examination later revealed they had died as a result of stab wounds.

Officers have recovered Facebook postings made by Alice, 12, and Xing, 18, on the day of the royal wedding and believe that all the victims were alive on Friday morning.

Mr Du, who is originally from China, is described as slim and routinely wears a baseball cap.

He was last seen wearing a white cap, brown waist-length coat, grey trousers, a blue woollen top, black leather shoes and carrying a rucksack.

Detective Superintendent Glyn Timmins, who said he did not believe the killings were gang-related, confirmed Mr Du was thought to have left his home in Coventry at 10.30am on Friday.

The businessman then travelled to Natural Care – a herbal remedy shop – in the Pavilions in Birmingham city centre where he was the manager, but left later that morning.

“The link we are pursuing is the association through business interests between Mr Du and Helen Chui,” Mr Timmins told reporters. The detective added that the business interests were complex, but were thought to be legitimate.

Mr Timmins declined to disclose exact details of the note left by Mr Du for family members, but confirmed that it “appeared to be saying goodbye”.

Conceding that he may already be dead, Mr Timmins added: “We have no idea where Mr Du may be at the moment – that’s why we are seeking the assistance of the public. My assumption is that he is still alive.”

It also emerged that police, who are continuing fingertip searches around the Ding family’s home, have yet to recover any murder weapon.

Meanwhile, inquiries are continuing to trace relatives of Mr Ding and his wife, who both originated from the Hang Zhou region of China.

Mr Timmins said he did not believe there was a general threat to the public and that Mr Ding, a university lecturer, and the female family members were “tragically targeted” because of their business interests.

But the officer stressed that the public should exercise caution if they spot Mr Du or the Vauxhall Corsa and call the police immediately. Anyone with information, should call Northamptonshire Police on 03000 111 222 – or anonymously to Crimestoppers on 0800 555 111.